TY - CHAP
T1 - Sensitivity and parametric analyses
AU - Vanderbei, Robert J.
N1 - Publisher Copyright:
© The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2020.
PY - 2020
Y1 - 2020
N2 - In this chapter, we consider two related subjects. The first, called sensitivity analysis (or postoptimality analysis) addresses the following question: having found an optimal solution to a given linear programming problem, how much can we change the data and have the current partition into basic and nonbasic variables remain optimal? The second subject addresses situations in which one wishes to solve not just one linear program, but a whole family of problems parametrized by a single real variable.
AB - In this chapter, we consider two related subjects. The first, called sensitivity analysis (or postoptimality analysis) addresses the following question: having found an optimal solution to a given linear programming problem, how much can we change the data and have the current partition into basic and nonbasic variables remain optimal? The second subject addresses situations in which one wishes to solve not just one linear program, but a whole family of problems parametrized by a single real variable.
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U2 - 10.1007/978-3-030-39415-8_7
DO - 10.1007/978-3-030-39415-8_7
M3 - Chapter
AN - SCOPUS:85090016278
T3 - International Series in Operations Research and Management Science
SP - 109
EP - 121
BT - International Series in Operations Research and Management Science
PB - Springer
ER -